MT API
As far as I know - some API features are provided for brokers only (and it is related to their servers and so on) - for example:
MetaTrader 4 API - functionality expansion, platform integration and customization
- www.metatrader4.com
The MetaTrader 4 broad functionality can be even wider! Application Program Interface, API allow you to build new functions into the platform, integrate it with other solutions and customize it for a variety of unique tasks. Server API makes it possible for you to develop various server plugins with unlimited possibilities, including management...
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I found this DLL library for connecting via MetaTrader protocol and trading using a library MTApi: <link to commercial website was deleted by moderator>
Why is it so expensive, why MetaQuotes does not give the library for free like a MetaTrader terminal?
Since API is great solution to connect to many accounts and manage copy trading. Like MyFxBook is doing. I think they use this library, since how could they achieve this without it?